ChangePointDetectionRT Syntax Elements - Teradata Vantage

Machine Learning Engine Analytic Function Reference
Product
Teradata Vantage
Release Number
9.02
9.01
2.0
1.3
Published
February 2022
Language
English (United States)
Last Update
2022-02-10
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B700-4003
lifecycle
previous
Product Category
Teradata Vantage™
TargetColumn
Specify the name of the input table column that contains the time series data.
Accumulate
[Optional] Specify the names of the input table columns to copy to the output table.
Tip: To identify change points in the output table, specify the columns that appear in partition_exp and order_by_exp.
SegmentationMethod
[Optional] Specify the segmentation method, normal distribution (in each segment, the data is in a normal distribution).
WindowSize
[Optional] Specify the size of the sliding window. The ideal window size depends heavily on the data. Experiment with this value.
Default: 10
ChangePointThreshold
[Optional] Specify a DOUBLE PRECISION value that the function compares to ln(L1)−ln(L0). The definition of Log(L1) and Log(L0) are in ChangePointDetection (ML Engine). They are the logarithms of L1 and L0.
Default: 10
OutputType
[Optional] Specify the output table columns. The schema of the output table is Change-Point Detection Functions Output Table Schema, OutputOption ('CHANGEPOINT') in ChangePointDetection Output.
Default: 'CHANGEPOINT'